Pages that link to "Item:Q5753383"
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The following pages link to The Kernel Estimate of a Regression Function in Likelihood-Based Models (Q5753383):
Displaying 50 items.
- A local maximum likelihood estimator for Poisson regression (Q451292) (← links)
- Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
- Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models (Q530966) (← links)
- Generalized random forests (Q666599) (← links)
- On a small sample adjustment for the profile score function in semiparametric smoothing models (Q700154) (← links)
- Nonparametric binary regression using a Gaussian process prior (Q713768) (← links)
- Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data (Q726598) (← links)
- Geographically weighted negative binomial regression -- incorporating overdispersion (Q746323) (← links)
- Almost sure rate of uniform consistency for the local maximum likelihood kernel estimator. (Q817885) (← links)
- A local likelihood method for estimating relative risk functions in case-control studies (Q951029) (← links)
- An algorithm to estimate time-varying parameter SURE models under different types of restriction (Q951875) (← links)
- Local quasi-likelihood with a parametric guide (Q1043727) (← links)
- Almost sure uniform convergence rates for M-smoothers with non-monotone score functions (Q1209694) (← links)
- Asymptotic efficient estimation in semiparametric nonlinear regression models (Q1288286) (← links)
- A note on smoothed estimating functions (Q1335374) (← links)
- On a likelihood-based approach in nonparametric smoothing and cross- validation (Q1344821) (← links)
- Local likelihood density estimation (Q1354391) (← links)
- Locally parametric nonparametric density estimation (Q1354395) (← links)
- Local parametric analysis of hedging in discrete time (Q1372930) (← links)
- Combining the data from two normal populations to estimate the mean of one when their means difference is bounded (Q1421855) (← links)
- Bootstrap confidence bands for regression curves and their derivatives (Q1430913) (← links)
- Local nonlinear least squares: using parametric information in nonparametric regression (Q1588305) (← links)
- Smoothed estimates for models with random coefficients and infinite variance innovations (Q1765004) (← links)
- Local linear regression for generalized linear models with missing data. (Q1807114) (← links)
- Estimation and inference in nonparametric Cox-models: time transformation methods (Q1887217) (← links)
- Nonparametric estimation for some nonlinear models (Q1922244) (← links)
- Econometric analysis of volatile art markets (Q1927095) (← links)
- Kernel estimation under linear-exponential loss (Q1929074) (← links)
- Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models (Q2010782) (← links)
- Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models (Q2151692) (← links)
- Convergence rates for kernel regression in infinite-dimensional spaces (Q2304253) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- Spatial aggregation of local likelihood estimates with applications to classification (Q2466691) (← links)
- Propagation-separation approach for local likelihood estimation (Q2494404) (← links)
- Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints (Q2495329) (← links)
- Backfitting and local likelihood methods for nonparametric mixed-effects models with longitudinal data (Q2500639) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- How many iterations are sufficient for efficient semiparametric estimation? (Q2852630) (← links)
- Kernel Density-Based Linear Regression Estimate (Q2873947) (← links)
- A nonparametric regression estimator that adapts to error distribution of unknown form (Q2886949) (← links)
- (Q2888111) (← links)
- (Q2974136) (← links)
- Predicting bankruptcy using the discrete-time semiparametric hazard model (Q2994845) (← links)
- Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
- Non-parametric regression for binary dependent variables (Q3422397) (← links)
- Error analysis for general multtvariate kernel estimators (Q3432325) (← links)
- Kernel estimators for multivariate regression (Q3432371) (← links)
- Asymptotics of kernel estimators based on local maximum likelihood (Q3432397) (← links)
- Optimal neighborhoods for local regression in the bivariate case (Q3432409) (← links)
- Non-parametric Estimation for NHPP Software Reliability Models (Q3592663) (← links)
